Fast Fourier transform

A fast Fourier transform (FFT) is an algorithm that

samples a signal over a period of time (or space) and divides
it into its frequency components.[1] These components are
single sinusoidal oscillations at distinct frequencies each with
their own amplitude and phase. This transformation is
illustrated in Diagram 1. Over the time period measured, the
signal contains 3 distinct dominant frequencies.

An FFT algorithm computes the discrete Fourier transform

(DFT) of a sequence, or its inverse (IFFT). Fourier analysis
converts a signal from its original domain to a representation
in the frequency domain and vice versa. An FFT rapidly
computes such transformations byfactorizing the DFT matrix
Diagram 1: View of a signal in the time and frequency
into a product of sparse (mostly zero) factors.[2] As a result, it domain
manages to reduce the complexity of computing the DFT
from , which arises if one simply applies the definition
of DFT, to , where is the data size.

Fast Fourier transforms are widely used for many applications in engineering,
science, and mathematics. The basic ideas were popularized in 1965, but some
algorithms had been derived as early as 1805.[3] In 1994, Gilbert Strang described
the FFT as "the most important numerical algorithm of our lifetime"[4][5] and it was
included in Top 10 Algorithms of 20th Century by the IEEE journal Computing in
Science & Engineering.[6] A discrete Fourier analysis of a sum
of cosine waves at 10, 20, 30, 40,
and 50 Hz

Contents
Overview
History
Definition and speed
Algorithms
Cooley–Tukey algorithm
Other FFT algorithms
FFT algorithms specialized for real and/or symmetric data
Computational issues
Bounds on complexity and operation counts
Approximations
Accuracy
Multidimensional FFTs
Other generalizations
Applications
Research areas
Language reference
 See also
References
Further reading
External links

Overview
There are many different FFT algorithms based on a wide range of published theories, from simple complex-number arithmetic to
group theory and number theory; this article gives an overview of the available techniques and some of their general properties, while
the specific algorithms are described in subsidiary articles linked below
.

The DFT is obtained by decomposing a sequence of values into components of different frequencies.[3] This operation is useful in
many fields (see discrete Fourier transform for properties and applications of the transform) but computing it directly from the
definition is often too slow to be practical. An FFT is a way to compute the same result more quickly: computing the DFT N
ofpoints
in the naive way, using the definition, takes O(N2) arithmetical operations, while an FFT can compute the same DFT in only O(N log
N) operations. The difference in speed can be enormous, especially for long data sets where N may be in the thousands or millions. In
practice, the computation time can be reduced by several orders of magnitude in such cases, and the improvement is roughly
proportional to N log N. This huge improvement made the calculation of the DFT practical; FFTs are of great importance to a wide
variety of applications, from digital signal processingand solving partial differential equations to algorithms for quick multiplication
of large integers.

The best-known FFT algorithms depend upon the factorization of N, but there are FFTs with O(N log N) complexity for all N, even
for prime N. Many FFT algorithms only depend on the fact that is an N-th primitive root of unity, and thus can be applied to
analogous transforms over any finite field, such as number-theoretic transforms. Since the inverse DFT is the same as the DFT, but
with the opposite sign in the exponent and a 1/N factor, any FFT algorithm can easily be adapted for it.

History
The development of fast algorithms for DFT can be traced to Gauss's unpublished work in 1805 when he needed it to interpolate the
orbit of asteroids Pallas and Juno from sample observations.[7][8] His method was very similar to the one published in 1965 by
Cooley and Tukey, who are generally credited for the invention of the modern generic FFT algorithm. While Gauss's work predated
even Fourier's results in 1822, he did not analyze the computation time and eventually used other methods to achieve his goal.

Between 1805 and 1965, some versions of FFT were published by other authors. Yates in 1932 published his version called
interaction algorithm, which provided efficient computation of Hadamard and Walsh transforms.[9] Yates' algorithm is still used in
the field of statistical design and analysis of experiments. In 1942, Danielson and Lanczos published their version to compute DFT
for x-ray crystallography, a field where calculation of Fourier transforms presented a formidable bottleneck.[10][11] While many
methods in the past had focused on reducing the constant factor for computation by taking advantage of symmetries,
Danielson and Lanczos realized that one could use theperiodicity and apply a "doubling trick" to get runtime.[12]

Cooley and Tukey published a more general version of FFT in 1965 that is applicable when N is composite and not necessarily a
power of 2.[13] Tukey came up with the idea during a meeting of President Kennedy's Science Advisory Committee where a
discussion topic involved detecting nuclear tests by the Soviet Union by setting up sensors to surround the country from outside. To
analyze the output of these sensors, a fast Fourier transform algorithm would be needed. In discussion with Tukey, Richard Garwin
recognized the general applicability of the algorithm not just to national security problems, but also to a wide range of problems
including one of immediate interest to him, determining the periodicities of the spin orientations in a 3-D crystal of Helium-3.[14]
Garwin gave Tukey's idea to Cooley (both worked at IBM's Watson labs) for implementation.[15] Cooley and Tukey published the
paper in a relatively short six months.[16] As Tukey didn't work at IBM, the patentability of the idea was doubted and the algorithm
went into the public domain, which, through the computing revolution of the next decade, made FFT one of the indispensable
algorithms in digital signal processing.
Definition and speed
An FFT computes the DFT and produces exactly the same result as evaluating the DFT definition directly; the most important
difference is that an FFT is much faster. (In the presence of round-off error, many FFT algorithms are also much more accurate than
evaluating the DFT definition directly, as discussed below.)

Let x0, ...., xN−1 be complex numbers. The DFT is defined by the formula

Evaluating this definition directly requires O(N2) operations: there are N outputs Xk, and each output requires a sum of N terms. An
FFT is any method to compute the same results in O(N log N) operations. All known FFT algorithms require Θ(N log N) operations,
[17]
although there is no known proof that a lower complexity score is impossible.

To illustrate the savings of an FFT, consider the count of complex multiplications and additions. Evaluating the DFT's sums directly
involves N2 complex multiplications and N(N−1) complex additions, of which O(N) operations can be saved by eliminating trivial
operations such as multiplications by 1. The radix-2 Cooley–Tukey algorithm, for N a power of 2, can compute the same result with
only (N/2)log2(N) complex multiplications (again, ignoring simplifications of multiplications by 1 and similar) and N log2(N)
complex additions. In practice, actual performance on modern computers is usually dominated by factors other than the speed of
arithmetic operations and the analysis is a complicated subject (see, e.g., Frigo & Johnson, 2005),[18] but the overall improvement
from O(N2) to O(N log N) remains.

Algorithms

Cooley–Tukey algorithm
By far the most commonly used FFT is the Cooley–Tukey algorithm. This is a divide and conquer algorithm that recursively breaks
down a DFT of any composite size N = N1N2 into many smaller DFTs of sizes N1 and N2, along with O(N) multiplications by
complex roots of unity traditionally called twiddle factors (after Gentleman and Sande, 1966[19] ).

This method (and the general idea of an FFT) was popularized by a publication of J. W. Cooley and J. W. Tukey in 1965,[13] but it
was later discovered[3] that those two authors had independently re-invented an algorithm known to Carl Friedrich Gauss around
1805[20] (and subsequently rediscovered several times in limited forms).

The best known use of the Cooley–Tukey algorithm is to divide the transform into two pieces of size N/2 at each step, and is
therefore limited to power-of-two sizes, but any factorization can be used in general (as was known to both Gauss and
Cooley/Tukey[3]). These are called the radix-2 and mixed-radix cases, respectively (and other variants such as the split-radix FFT
have their own names as well). Although the basic idea is recursive, most traditional implementations rearrange the algorithm to
avoid explicit recursion. Also, because the Cooley–Tukey algorithm breaks the DFT into smaller DFTs, it can be combined arbitrarily
with any other algorithm for the DFT, such as those described below.

Other FFT algorithms

There are other FFT algorithms distinct from Cooley–T
ukey.

Cornelius Lanczos did pioneering work on the FFT and FFS F( ast Fourier Samplingmethod) with G. C. Danielson (1940).

For N = N1N2 with coprime N1 and N2, one can use the prime-factor (Good–Thomas) algorithm (PFA), based on the Chinese
remainder theorem, to factorize the DFT similarly to Cooley–Tukey but without the twiddle factors. The Rader–Brenner algorithm
(1976)[21] is a Cooley–Tukey-like factorization but with purely imaginary twiddle factors, reducing multiplications at the cost of
increased additions and reduced numerical stability; it was later superseded by the split-radix variant of Cooley–Tukey (which
achieves the same multiplication count but with fewer additions and without sacrificing accuracy). Algorithms that recursively
factorize the DFT into smaller operations other than DFTs include the Bruun and QFT algorithms. (The Rader–Brenner[21] and QFT
algorithms were proposed for power-of-two sizes, but it is possible that they could be adapted to general composite n. Bruun's
algorithm applies to arbitrary even composite sizes.) Bruun's algorithm, in particular, is based on interpreting the FFT as a recursive
factorization of the polynomial zN − 1, here into real-coefficient polynomials of theform zM − 1 and z2M + azM + 1.

Another polynomial viewpoint is exploited by the Winograd FFT algorithm,[22][23] which factorizes zN − 1 into cyclotomic
polynomials—these often have coefficients of 1, 0, or −1, and therefore require few (if any) multiplications, so Winograd can be used
to obtain minimal-multiplication FFTs and is often used to find efficient algorithms for small factors. Indeed, Winograd showed that
the DFT can be computed with only O(N) irrational multiplications, leading to a proven achievable lower bound on the number of
multiplications for power-of-two sizes; unfortunately, this comes at the cost of many more additions, a tradeoff no longer favorable
on modern processors with hardware multipliers. In particular, Winograd also makes use of the PFA as well as an algorithm by Rader
for FFTs of prime sizes.

Rader's algorithm, exploiting the existence of agenerator for the multiplicativegroup modulo prime N, expresses a DFT of prime size
n as a cyclic convolution of (composite) size N−1, which can then be computed by a pair of ordinary FFTs via the convolution
theorem (although Winograd uses other convolution methods). Another prime-size FFT is due to L. I. Bluestein, and is sometimes
called the chirp-z algorithm; it also re-expresses a DFT as a convolution, but this time of the same size (which can be zero-padded to
a power of two and evaluated by radix-2 Cooley–Tukey FFTs, for example), via the identity

Hexagonal Fast Fourier Transform aims at computing an efficient FFT for the hexagonally sampled data by using a new addressing
scheme for hexagonal grids, called Array Set Addressing (ASA).

FFT algorithms specialized for real and/or symmetric data

In many applications, the input data for the DFT are purely real, in which case the outputs satisfy the symmetry

and efficient FFT algorithms have been designed for this situation (see e.g. Sorensen, 1987).[24][25] One approach consists of taking
an ordinary algorithm (e.g. Cooley–Tukey) and removing the redundant parts of the computation, saving roughly a factor of two in
time and memory. Alternatively, it is possible to express an even-length real-input DFT as a complex DFT of half the length (whose
real and imaginary parts are the even/odd elements of the original real data), followed by O(
N) post-processing operations.

It was once believed that real-input DFTs could be more efficiently computed by means of the discrete Hartley transform (DHT), but
it was subsequently argued that a specialized real-input DFT algorithm (FFT) can typically be found that requires fewer operations
than the corresponding DHT algorithm (FHT) for the same number of inputs. Bruun's algorithm (above) is another method that was
initially proposed to take advantage of real inputs, but it has not proved popular
.

There are further FFT specializations for the cases of real data that have even/odd symmetry, in which case one can gain another
factor of (roughly) two in time and memory and the DFT becomes the discrete cosine/sine transform(s) (DCT/DST). Instead of
directly modifying an FFT algorithm for these cases, DCTs/DSTs can also be computed via FFTs of real data combined with O(N)
pre/post processing.

Computational issues
Bounds on complexity and operation counts
A fundamental question of longstanding theoretical interest is to prove lower bounds Unsolved problem in
on the complexity and exact operation counts of fast Fourier transforms, and many computer science:
open problems remain. It is not even rigorously proved whether DFTs truly require What is the lower
Ω(N log N) (i.e., order N log N or greater) operations, even for the simple case of bound on the
power of two sizes, although no algorithms with lower complexity are known. In
complexity of fast
Fourier transform
particular, the count of arithmetic operations is usually the focus of such questions,
algorithms? Can they
although actual performance on modern-day computers is determined by many other be faster than
factors such as cache or CPU pipeline optimization. O(N log N)?
(more unsolved problems
Following pioneering work by Winograd (1978),[22] a tight Θ(N) lower bound is in computer science)
known for the number of real multiplications required by an FFT. It can be shown that
only irrational real multiplications are required to
compute a DFT of power-of-two length . Moreover, explicit algorithms that achieve this count are known (Heideman &
Burrus, 1986;[26] Duhamel, 1990[27] ). Unfortunately, these algorithms require too many additions to be practical, at least on modern
[27] Frigo & Johnson, 2005).[18]
computers with hardware multipliers (Duhamel, 1990;

A tight lower bound is not known on the number of required additions, although lower bounds have been proved under some
restrictive assumptions on the algorithms. In 1973, Morgenstern[28] proved an Ω(N log N) lower bound on the addition count for
algorithms where the multiplicative constants have bounded magnitudes (which is true for most but not all FFT algorithms). This
result, however, applies only to the unnormalized Fourier transform (which is a scaling of a unitary matrix by a factor of ), and
does not explain why the Fourier matrix is harder to compute than any other unitary matrix (including the identity matrix) under the
same scaling. Pan (1986)[29] proved an Ω(N log N) lower bound assuming a bound on a measure of the FFT algorithm's
"asynchronicity", but the generality of this assumption is unclear. For the case of power-of-two N, Papadimitriou (1979)[30] argued
that the number of complex-number additions achieved by Cooley–Tukey algorithms is optimal under certain assumptions
on the graph of the algorithm (his assumptions imply, among other things, that no additive identities in the roots of unity are
exploited). (This argument would imply that at least real additions are required, although this is not a tight bound because
extra additions are required as part of complex-number multiplications.) Thus far, no published FFT algorithm has achieved fewer
than complex-number additions (or their equivalent) for power
-of-two N.

A third problem is to minimize the total number of real multiplications and additions, sometimes called the "arithmetic complexity"
(although in this context it is the exact count and not the asymptotic complexity that is being considered). Again, no tight lower
bound has been proven. Since 1968, however, the lowest published count for power-of-two N was long achieved by the split-radix
FFT algorithm, which requires real multiplications and additions for N > 1. This was recently reduced to

(Johnson and Frigo, 2007;[17] Lundy and Van Buskirk, 2007[31] ). A slightly larger count (but still better than split
radix for N≥256) was shown to be provably optimal for N≤512 under additional restrictions on the possible algorithms (split-radix-
like flowgraphs with unit-modulus multiplicative factors), by reduction to a satisfiability modulo theories problem solvable by brute
force (Haynal & Haynal, 2011).[32]

Most of the attempts to lower or prove the complexity of FFT algorithms have focused on the ordinary complex-data case, because it
is the simplest. However, complex-data FFTs are so closely related to algorithms for related problems such as real-data FFTs, discrete
cosine transforms, discrete Hartley transforms, and so on, that any improvement in one of these would immediately lead to
etterli, 1990).[33]
improvements in the others (Duhamel & V

Approximations
All of the FFT algorithms discussed above compute the DFT exactly (i.e. neglecting floating-point errors). A few "FFT" algorithms
have been proposed, however, that compute the DFTapproximately, with an error that can be made arbitrarily small at the expense of
increased computations. Such algorithms trade the approximation error for increased speed or other properties. For example, an
[34] achieves lower communication requirements forparallel computing with the
approximate FFT algorithm by Edelman et al. (1999)
help of a fast multipole method. A wavelet-based approximate FFT by Guo and Burrus (1996)[35] takes sparse inputs/outputs
(time/frequency localization) into account more efficiently than is possible with an exact FFT. Another algorithm for approximate
computation of a subset of the DFT outputs is due to Shentov et al. (1995).[36] The Edelman algorithm works equally well for sparse
and non-sparse data, since it is based on the compressibility (rank deficiency) of the Fourier matrix itself rather than the
compressibility (sparsity) of the data. Conversely, if the data are sparse—that is, if only K out of N Fourier coefficients are nonzero—
then the complexity can be reduced to O(K log(N)log(N/K)), and this has been demonstrated to lead to practical speedups compared
to an ordinary FFT for N/K > 32 in a large-N example (N = 222) using a probabilistic approximate algorithm (which estimates the
largest K coefficients to several decimal places).[37]

Accuracy
Even the "exact" FFT algorithms have errors when finite-precision floating-point arithmetic is used, but these errors are typically
quite small; most FFT algorithms, e.g. Cooley–Tukey, have excellent numerical properties as a consequence of the pairwise
summation structure of the algorithms. The upper bound on the relative error for the Cooley–Tukey algorithm is O(ε log N),
compared to O(εN3/2 ) for the naïve DFT formula,[19] where ε is the machine floating-point relative precision. In fact, the root mean
square (rms) errors are much better than these upper bounds, being only O(ε √log N) for Cooley–Tukey and O(ε √N) for the naïve
DFT (Schatzman, 1996).[38] These results, however, are very sensitive to the accuracy of the twiddle factors used in the FFT (i.e. the
trigonometric function values), and it is not unusual for incautious FFT implementations to have much worse accuracy, e.g. if they
use inaccurate trigonometric recurrence formulas. Some FFTs other than Cooley–Tukey, such as the Rader–Brenner algorithm, are
intrinsically less stable.

In fixed-point arithmetic, the finite-precision errors accumulated by FFT algorithms are worse, with rms errors growing as O(√N) for
the Cooley–Tukey algorithm (Welch, 1969).[39] Moreover, even achieving this accuracy requires careful attention to scaling to
minimize loss of precision, and fixed-point FFT algorithms involve rescaling at each intermediate stage of decompositions like
Cooley–Tukey.

To verify the correctness of an FFT implementation, rigorous guarantees can be obtained in O(N log N) time by a simple procedure
gün, 1995).[40]
checking the linearity, impulse-response, and time-shift properties of the transform on random inputs (Er

Multidimensional FFTs
As defined in the multidimensional DFTarticle, the multidimensional DFT

transforms an array xn with a d-dimensional vector of indices by a set of d nested summations (over
for each j), where the division n/N, defined as , is performed element-wise.
Equivalently, it is the composition of a sequence of d sets of one-dimensional DFTs, performed along one dimension at a time (in any
order).

This compositional viewpoint immediately provides the simplest and most common multidimensional DFT algorithm, known as the
row-column algorithm (after the two-dimensional case, below). That is, one simply performs a sequence of d one-dimensional FFTs
(by any of the above algorithms): first you transform along the n1 dimension, then along then2 dimension, and so on (or actually, any
ordering works). This method is easily shown to have the usual O(N log N) complexity, where is the total
number of data points transformed. In particular, there are N/N1 transforms of size N1, etcetera, so the complexity of the sequence of
FFTs is:
In two dimensions, the xk can be viewed as an matrix, and this algorithm corresponds to first performing the FFT of all the
rows (resp. columns), grouping the resulting transformed rows (resp. columns) together as another matrix, and then
performing the FFT on each of the columns (resp. rows) of this second matrix, and similarly grouping the results into the final result
matrix.

In more than two dimensions, it is often advantageous for cache locality to group the dimensions recursively. For example, a three-
dimensional FFT might first perform two-dimensional FFTs of each planar "slice" for each fixed n1, and then perform the one-
dimensional FFTs along the n1 direction. More generally, an asymptotically optimalcache-oblivious algorithm consists of recursively
dividing the dimensions into two groups and that are transformed recursively (rounding if d is not
even) (see Frigo and Johnson, 2005).[18] Still, this remains a straightforward variation of the row-column algorithm that ultimately
requires only a one-dimensional FFT algorithm as the base case, and still has O(N log N) complexity. Yet another variation is to
perform matrix transpositions in between transforming subsequent dimensions, so that the transforms operate on contiguous data; this
is especially important for out-of-core and distributed memory situations where accessing non-contiguous data is extremely time-
consuming.

There are other multidimensional FFT algorithms that are distinct from the row-column algorithm, although all of them have
O(N log N) complexity. Perhaps the simplest non-row-column FFT is thevector-radix FFT algorithm, which is a generalization of the
ordinary Cooley–Tukey algorithm where one divides the transform dimensions by a vector of radices at each
step. (This may also have cache benefits.) The simplest case of vector-radix is where all of the radices are equal (e.g. vector-radix-2
divides all of the dimensions by two), but this is not necessary. Vector radix with only a single non-unit radix at a time, i.e.
, is essentially a row-column algorithm. Other, more complicated, methods include polynomial transform
algorithms due to Nussbaumer (1977),[41] which view the transform in terms of convolutions and polynomial products. See Duhamel
and Vetterli (1990)[33] for more information and references.

Other generalizations
An O(N5/2 log N) generalization to spherical harmonics on the sphere S2 with N2 nodes was described by Mohlenkamp,[42] along with
an algorithm conjectured (but not proven) to have O(N2 log2(N)) complexity; Mohlenkamp also provides an implementation in the
libftsh library.[43] A spherical-harmonic algorithm with O(N2log N) complexity is described by Rokhlin and Tygert.[44]

The fast folding algorithm is analogous to the FFT, except that it operates on a series of binned waveforms rather than a series of real
or complex scalar values. Rotation (which in the FFT is multiplication by a complex phasor) is a circular shift of the component
waveform.

Various groups have also published "FFT" algorithms for non-equispaced data, as reviewed in Potts et al. (2001).[45] Such algorithms
do not strictly compute the DFT (which is only defined for equispaced data), but rather some approximation thereof (a non-uniform
discrete Fourier transform, or NDFT, which itself is often computed only approximately). More generally there are various other
methods of spectral estimation.

Applications
FFT's importance derives from the fact that in signal processing and image processing it has made working in frequency domain
equally computationally feasible as working in temporal or spatial domain. Some of the important applications of FFT
includes,[16][46]

Fast large integer and polynomial multiplication

Efficient matrix-vector multiplication forToeplitz, circulant and other structured matrices
 Filtering algorithms
Fast algorithms for discrete cosine or sine transforms (example,Fast DCT used for JPEG, MP3/MPEG encoding)
Fast Chebyshev approximation
Fast discrete Hartley transform
Solving difference equations
Computation of isotopic distributions.[47]

Research areas
Big FFTs: With the explosion of big data in fields such as astronomy , the need for 512k FFTs has arisen for certain
interferometry calculations. The data collected by projects such asMAP and LIGO require FFTs of tens of billions of
points. As this size does not fit into main memory , so called out-of-core FFTs are an active area of research.[48]
Approximate FFTs: For applications such as MRI, it is necessary to compute DFT s for nonuniformly spaced grid
points and/or frequencies. Multipole based approaches can compute approximate quantities with factor of runtime
increase.[49]
Group FFTs: The FFT may also be explained and interpreted usinggroup representation theorythat allows for
further generalization. A function on any compact group, including non cyclic, has an expansion in terms of a basis of
irreducible matrix elements. It remains active area of research to find ef ficient algorithm for performing this change of
basis. Applications including efficient spherical harmonic expansion, analyzing certain markov processes, robotics
etc.[50]
Quantum FFTs: Shor's fast algorithm for integer factorization on a quantum computer has a subroutine to compute
DFT of a binary vector. This is implemented as sequence of 1- or 2-bit quantum gates now known as quantum FFT ,
which is effectively the Cooley–Tukey FFT realized as a particular factorization of the Fou rier matrix. Extension to
these ideas is currently being explored.

Language reference
Language Command/Method Pre-requisites
R stats::fft(x) None
Octave/MATLAB fft(x) None
Python fft.fft(x) numpy
Mathematica Fourier[x] None
Julia fft(A [,dims]) None

See also
FFT-related algorithms:

Cooley–Tukey FFT algorithm

Prime-factor FFT algorithm
Bruun's FFT algorithm
Rader's FFT algorithm
Bluestein's FFT algorithm
Goertzel algorithm – Computes individual terms of discrete Fourier transform
FFT implementations:

ALGLIB – C++ and C# library with real/complex FFT implementation.

FFTW "Fastest Fourier Transform in the West" – C library for the discrete Fourier transform (DF
T) in one or more
dimensions.
FFTS – The Fastest Fourier Transform in the South.
FFTPACK – another Fortran FFT library (public domain)
Math Kernel Library
Other links:
 Overlap add/Overlap save – efficient convolution methods using FFT for long signals
Odlyzko–Schönhage algorithmapplies the FFT to finiteDirichlet series.
Schönhage–Strassen algorithm- asymptotically fast multiplication algorithm for large integers
Butterfly diagram – a diagram used to describe FFTs.
Spectral music (involves application of FFT analysis to musical composition)
Spectrum analyzer – any of several devices that perform an FFT
Time series
Fast Walsh–Hadamard transform
Generalized distributive law
Multidimensional transform
Multidimensional discrete convolution
DFT matrix

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Further reading
Brigham, E. Oran (2002). "The Fast Fourier T ransform". New York, USA: Prentice-Hall.
Cormen, Thomas H.; Leiserson, Charles E.; Rivest, Ronald L.; Stein, Clifford (2001). "Chapter 30: Polynomials and
the FFT". Introduction to Algorithms(2 ed.). MIT Press / McGraw-Hill. ISBN 0-262-03293-7.
Elliott, Douglas F.; Rao, K. Ramamohan (1982). Fast transforms: Algorithms, analyses, applications . New York, USA:
Academic Press.
Guo, Haitao; Sitton, Gary A.;Burrus, Charles Sidney(1994). "The Quick Discrete Fourier Transform". Proceedings
on the IEEE Conference on Acoustics, Speech, and Signal Processing(ICASSP). 3: 445–448.
doi:10.1109/ICASSP.1994.389994.
Johnson, Steven G.; Frigo, Matteo (2007)."A modified split-radix FFT with fewer arithmetic operations"(PDF). IEEE
Transactions on Signal Processing. 55 (1): 111–119. doi:10.1109/tsp.2006.882087.
Press, William H.; Teukolsky, Saul A.; Vetterling, William T.; Flannery, Brian P. (2007). "Chapter 12. Fast Fourier
Transform". Numerical Recipes: The Art of Scientific Computing(3 ed.). New York, USA: Cambridge University
Press. ISBN 978-0-521-88068-8.
Singleton, Richard Collom (June 1969). "A Short Bibliography on the Fast Fourierransform".
T Special Issue on Fast
Fourier Transform. IEEE Transactions on Audio and Electroacoustics. AU-17. IEEE Audio and Electroacoustics
Group. pp. 166–169. Retrieved 2017-10-31. (NB. Contains extensive bibliography.)

External links
Fast Fourier Transform Introduction
Radix-2 Decimation in Time FFT Algorithm
Radix-2 Decimation in Frequency FFT Algorithm
Fast Fourier Algorithm
Fast Fourier Transforms, Connexions online book edited by Charles Sidney Burrus, with chapters by Charles Sidney
Burrus, Ivan Selesnick, Markus Pueschel, Matteo Frigo, andSteven G. Johnson (2008).
Links to FFT code and information online.
National Taiwan University – FFT
FFT programming in C++ — Cooley–Tukey algorithm.
Online documentation, links, book, and code.
Using FFT to construct aggregate probability distributions
Sri Welaratna, "Thirty years of FFT analyzers", Sound and Vibration (January 1997, 30th anniversary issue). A
historical review of hardware FFT devices.
FFT Basics and Case Study Using Multi-Instrument
FFT Textbook notes, PPTs, Videos at Holistic Numerical Methods Institute.
ALGLIB FFT Code GPL Licensed multilanguage (VBA, C++, Pascal, etc.) numerical analysis and data processing
library.
MIT's sFFT MIT Sparse FFT algorithm and implementation.
VB6 FFT VB6 optimized library implementation with source code.
Fast Fourier transform illustratedDemo examples and FFT calculator.
Discrete Fourier Transform (Forward) A JavaScript implementation of FFTPACK code by Swarztrauber.

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